Anic Equity¶

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Total return since start: 0.616 %¶

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Equity now: -----------------------------> 49353.45 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45291.91 Kr¶

PnL: ---------------------------------------> 235.91 Kr¶

DD now: ---------------------------------> -7.091 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 09:33:09.404254'

Anic Portfolio¶

Today¶

Return: -0.734 %¶

This Week¶

Return: 0.102 %¶

Total portfolio value¶

Return including deposits: 61.571 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.140000 1665.360000 196.360000 13.370000 1468.999998
Orrön Energy 180 -0.260000 2196.540000 153.540000 7.520000 2043.000000
Sedana Medical 93 -1.820000 2613.300000 92.300000 3.660000 2521.000011
Atrium Ljungberg B 5 -0.050000 994.500000 59.500000 6.360000 935.000000
Platzer Fastigheter Holding B 12 -0.940000 1010.400000 49.400000 5.140000 960.999996
JM 6 0.070000 903.000000 39.000000 4.510000 864.000000
Hoist Finance 35 0.000000 1016.750000 36.750000 3.750000 980.000000
Sagax B 4 -0.760000 890.400000 36.400000 4.260000 854.000000
Catena 2 -1.480000 826.400000 34.400000 4.340000 792.000000
Hexatronic Group 12 -0.530000 996.480000 29.480000 3.050000 966.999996
Sagax A 4 -1.790000 880.000000 26.000000 3.040000 854.000000
Bilia A 8 -0.090000 915.200000 15.200000 1.690000 900.000000
Gränges 9 -0.190000 940.500000 12.500000 1.350000 927.999999
HEXPOL B 9 0.440000 1032.300000 11.300000 1.110000 1020.999996
Biotage 7 -0.730000 950.600000 9.600000 1.020000 940.999997
Byggmax Group 33 -1.020000 963.600000 7.600000 0.790000 956.000001
AcadeMedia 8 -0.390000 404.800000 2.800000 0.700000 402.000000
BioGaia B 8 -1.850000 932.800000 2.800000 0.300000 930.000000
Clas Ohlson B 12 -1.040000 973.800000 0.800000 0.080000 972.999996
ASSA ABLOY B 3 -0.040000 779.400000 0.400000 0.050000 779.000001
OX2 13 -0.480000 950.300000 0.300000 0.030000 949.999999
VEF 909 -3.240000 1847.090000 -2.910000 -0.160000 1850.000436
EQT 4 -1.390000 824.800000 -7.200000 -0.870000 832.000000
Alimak Group 11 -0.840000 910.800000 -17.200000 -1.850000 927.999996
Nordic Waterproofing Holding 7 -0.730000 946.400000 -20.600000 -2.130000 966.999999
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
SKF B 5 0.000000 918.250000 -21.750000 -2.310000 940.000000
Addnode Group B 11 -1.400000 889.350000 -31.650000 -3.440000 921.000003
Indutrade 5 -0.550000 1183.500000 -34.500000 -2.830000 1218.000000
Latour B 4 -0.540000 811.600000 -45.400000 -5.300000 857.000000
Vitec Software Group B 2 -1.790000 1040.000000 -47.000000 -4.320000 1087.000000
Bufab 3 -0.970000 1040.400000 -68.600000 -6.190000 1109.000001
Hexagon B 26 -1.510000 3381.300000 -79.700000 -2.300000 3461.000010
INVISIO 16 -0.440000 3600.000000 -89.000000 -2.410000 3689.000000
BHG Group 97 -1.190000 1364.790000 -94.210000 -6.460000 1458.999989
TOTAL 45291.910000 235.910000 -7.09126% 45056.000411

Updated:¶

'2023-07-05 09:33:26.120266'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶